Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data - Concepedia

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Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data

41

Citations

43

References

2014

Year

Guangxi Cao, Han Yan, Weijun Cui, Yu Guo

Physica A Statistical Mechanics and its Applications

EngineeringData ScienceHigh-frequency TradingIndex FuturesHigh-frequency DataMarket TrendBusinessCommodity Price IndexCsi 300ForecastingFinancial EngineeringFinanceHigh-frequency Financial Econometrics

References

	Year	Citations

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